SQL Server 2017

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CREATE TABLE mytable(
   First_Page VARCHAR(7) NOT NULL PRIMARY KEY
  ,Last_Page  VARCHAR(8) NOT NULL
  ,ID         INTEGER  NOT NULL
);
INSERT INTO mytable(First_Page,Last_Page,ID) VALUES ('ABC_001','ABC_004',1);
INSERT INTO mytable(First_Page,Last_Page,ID) VALUES ('ABC_005','ABC_005',2);
INSERT INTO mytable(First_Page,Last_Page,ID) VALUES ('ABC_006','ABC_010',3);
3 rows affected

CREATE TABLE numbers( idx INTEGER);
INSERT INTO numbers VALUES(0);
INSERT INTO numbers VALUES(1);
INSERT INTO numbers VALUES(2);
INSERT INTO numbers VALUES(3);
INSERT INTO numbers VALUES(4);
INSERT INTO numbers VALUES(5);
INSERT INTO numbers VALUES(6);
INSERT INTO numbers VALUES(7);
INSERT INTO numbers VALUES(8);
INSERT INTO numbers VALUES(9);
INSERT INTO numbers VALUES(10);
11 rows affected

SELECT 
    CONCAT(
        SUBSTRING(t.First_Page, 1, 4), 
        REPLICATE('0', 3 - LEN(n.idx)),
        n.idx
    ) AS [ALl Pages],
    t.id
FROM
    mytable t
    INNER JOIN numbers n 
        ON  n.idx >= CAST(SUBSTRING(t.First_Page, 5, 3) AS int)
        AND n.idx <= CAST(SUBSTRING(t.Last_Page, 5, 3) AS int)


ALl Pages
id


ABC_001
1

ABC_002
1

ABC_003
1

ABC_004
1

ABC_005
2

ABC_006
3

ABC_007
3

ABC_008
3

ABC_009
3

ABC_010
3

ALl Pages	id
ABC_001	1
ABC_002	1
ABC_003	1
ABC_004	1
ABC_005	2
ABC_006	3
ABC_007	3
ABC_008	3
ABC_009	3
ABC_010	3